As Nirmalkumar mention you have to create custom filter,
for that create one entity for filter fields and associate the dropdown value into that, using this object you retrieve values for data grid.
Iam not sure if there are any new widgets in app store to supplement this behavior.
But you can custom build this by disabling search in datagrid and custom building the search as you need.
You can also style it to look like the same. I have done this in my project few times and works well.
But there are lot of things you may have to handle while building this custom.
As said above, not sure, if there are better widgets available at this moment.